deribit_basis_zscore_discount_long_v10

72

closed trades

38%

win rate

-255.71

total pnl ($)

0.616

weight

7d window — n=16 wr=31% pnl=-101.85 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 09:43:59 (32.1d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189872_24933

n: 14 · wr: 71.4% · total_bps: +1070.4 · mean_bps: +76.46 · sharpe: +0.33 · max_dd_bps: -835.8

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 19:21	BTC	Buy	59228→60417	+9.67	timeout
06-27 18:19	BTC	Buy	59648→60486	+6.61	timeout
06-27 16:07	BTC	Buy	59555→60782	+9.98	timeout
06-27 14:11	BTC	Buy	59493→60552	+8.44	timeout
06-26 17:59	BTC	Buy	59376→59989	+4.53	timeout
06-25 13:58	BTC	Buy	59610→58144	-12.69	stop_loss
06-25 13:55	BTC	Buy	59845→58371.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60328→58778.7	-13.23	stop_loss
06-25 13:48	BTC	Buy	60974→59473.3	-12.73	stop_loss
06-24 17:19	BTC	Buy	61030.1→59529.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61316.1→59804.1	-12.75	stop_loss
06-24 15:43	BTC	Buy	62059.1→60528.7	-12.69	stop_loss
06-24 15:30	BTC	Buy	62286.1→60753.6	-12.66	stop_loss
06-24 14:19	BTC	Buy	62463.1→60887.5	-13.05	stop_loss
06-24 14:19	BTC	Buy	62469.1→60887.5	-13.09	stop_loss
06-24 13:44	BTC	Buy	62922.1→61374.2	-12.75	stop_loss
06-18 04:11	BTC	Buy	65375.3→63743.9	-12.94	stop_loss
06-17 19:38	BTC	Buy	65845.3→64225.7	-12.80	stop_loss
06-17 11:05	BTC	Buy	66245.3→64614.4	-12.88	stop_loss
06-17 11:02	BTC	Buy	66324.3→64676.4	-13.03	stop_loss
06-16 21:52	BTC	Buy	65488.3→65746.7	+1.33	timeout
06-16 12:24	BTC	Buy	64475.2→66539.7	+15.38	timeout
06-16 03:34	BTC	Buy	64507.2→66010.7	+11.24	timeout
06-15 21:50	BTC	Buy	64466.2→66379.7	+14.28	timeout
06-15 13:25	BTC	Buy	64075.2→66888.7	+21.53	take_profit
06-14 19:34	BTC	Buy	63637.2→63810.8	+0.80	timeout
06-14 13:48	BTC	Buy	63157.2→64312.8	+8.70	timeout
06-14 11:22	BTC	Buy	63806.2→64500.8	+4.98	timeout
06-14 00:13	BTC	Buy	63699.2→64398.8	+5.09	timeout
06-13 17:39	BTC	Buy	63207.2→64063.8	+6.29	timeout
06-12 14:06	BTC	Buy	62177.1→63344.8	+8.81	timeout
06-12 12:56	BTC	Buy	61653.1→63399.8	+13.57	timeout
06-12 08:15	BTC	Buy	61610.1→63272.8	+12.82	timeout
06-11 19:30	BTC	Buy	61171.1→63864.8	+21.38	take_profit
06-11 16:40	BTC	Buy	60861→62657.9	+14.17	timeout
06-09 20:48	BTC	Buy	61793.1→62016.9	+1.64	timeout
06-09 14:30	BTC	Buy	62991.1→61433.2	-12.86	stop_loss
06-09 14:29	BTC	Buy	63117.2→61562.1	-12.80	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 14:21	BTC	Buy	63191.2→61635.1	-12.79	stop_loss
06-09 05:23	BTC	Buy	61839.1→63301.8	+11.32	timeout
06-07 22:15	BTC	Buy	61122.1→63805.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60883→63555.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60750→63416.8	+21.51	take_profit
06-07 19:18	BTC	Buy	62793.1→61249.3	-12.72	stop_loss
06-07 08:37	BTC	Buy	59973→62609.9	+21.57	take_profit
06-07 05:18	BTC	Buy	59411→62029.9	+21.63	take_profit
06-06 04:27	BTC	Buy	61396.1→59869.1	-12.89	stop_loss
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60921→59422.3	-12.76	stop_loss
06-05 14:26	BTC	Buy	61858.1→60335.8	-12.75	stop_loss
06-05 14:01	BTC	Buy	62149.1→60619.6	-12.76	stop_loss
06-05 13:57	BTC	Buy	62354.1→60820.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	stop_loss
06-05 13:49	BTC	Buy	62712.1→61169.3	-12.75	stop_loss
06-05 06:22	BTC	Buy	62843.1→61297.3	-12.67	stop_loss
06-05 06:22	BTC	Buy	62904.1→61349.2	-12.80	stop_loss
06-05 06:01	BTC	Buy	63671.2→62104.8	-12.70	stop_loss
06-05 05:59	BTC	Buy	63819.2→62248.7	-12.71	stop_loss
06-05 03:06	BTC	Buy	63875.2→62298.7	-12.77	stop_loss
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64273.2→62692.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65054.3→63454.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 19:55	BTC	Buy	66830.3→65167.1	-12.92	stop_loss
06-03 19:54	BTC	Buy	66997.3→65331	-12.93	stop_loss
06-03 19:54	BTC	Buy	67042.4→65386	-12.84	stop_loss
06-03 19:51	BTC	Buy	67148.4→65495	-12.79	stop_loss
06-03 16:27	BTC	Buy	67176.4→65513.9	-12.84	stop_loss
06-03 03:49	BTC	Buy	67317.4→65658.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67423.4→65764.8	-12.75	stop_loss

Paper (trades.jsonl)

72

closed

38%

win rate

-255.71

total pnl ($)

-70.8 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	72	38%	-70.8	-255.71

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 72 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)